IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 8/1/2017 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
0 |
0.0 |
450 |
0.2 |
184,544 |
0 |
0.0 |
1,450 |
0.8 |
173,274 | |
NON U.S. |
1,022 |
0.6 |
2,797 |
1.5 |
450 |
0.3 |
6,225 |
3.6 |
||||
6 |
1,022 |
0.6 |
3,247 |
1.8 |
|
450 |
0.3 |
7,675 |
4.4 |
|||
CBT CORN |
U.S. |
1,188 |
0.1 |
4,154 |
0.5 |
830,313 |
9,908 |
1.7 |
12,458 |
2.2 |
568,909 | |
NON U.S. |
2,000 |
0.2 |
550 |
0.1 |
305 |
0.1 |
11,040 |
1.9 |
||||
5 |
3,188 |
0.4 |
4,704 |
0.6 |
|
10,213 |
1.8 |
23,498 |
4.1 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
18,428 |
5.5 |
14,363 |
4.3 |
332,422 |
2,932 |
0.8 |
4,950 |
1.3 |
384,826 |
NON U.S. |
7 |
7,723 |
2.3 |
1,450 |
0.4 |
250 |
0.1 |
10,350 |
2.7 |
|||
12 |
26,151 |
7.9 |
15,813 |
4.8 |
|
3,182 |
0.8 |
15,300 |
4.0 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
6,876 |
15.5 |
4,110 |
9.3 |
44,306 |
850 |
5.8 |
700 |
4.8 |
14,729 | |
NON U.S. |
2,103 |
4.7 |
1,530 |
3.5 |
819 |
5.6 |
830 |
5.6 |
||||
5 |
8,979 |
20.3 |
5,640 |
12.7 |
|
1,669 |
11.3 |
1,530 |
10.4 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
117,512 |
3.4 |
96,500 |
2.8 |
3,504,004 |
59,840 |
2.9 |
40,920 |
2.0 |
2,086,342 | |
NON U.S. |
25,630 |
0.7 |
74,980 |
2.1 |
33,060 |
1.6 |
19,100 |
0.9 |
||||
9 |
143,142 |
4.1 |
171,480 |
4.9 |
|
92,900 |
4.5 |
60,020 |
2.9 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
85,266 |
5.8 |
116,617 |
7.9 |
1,474,780 |
57,448 |
7.5 |
28,746 |
3.8 |
761,995 | |
NON U.S. |
28,355 |
1.9 |
102,092 |
6.9 |
25,764 |
3.4 |
25,959 |
3.4 |
||||
9 |
113,621 |
7.7 |
218,709 |
14.8 |
|
83,212 |
10.9 |
54,705 |
7.2 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
9.6 |
1,480 |
20.2 |
7,318 |
0 |
0.0 |
0 |
0.0 |
920 | |
NON U.S. |
260 |
3.6 |
520 |
7.1 |
0 |
0.0 |
0 |
0.0 |
||||
6 |
960 |
13.1 |
2,000 |
27.3 |
|
0 |
0.0 |
0 |
0.0 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
66,075 |
4.7 |
42,374 |
3.0 |
1,416,263 |
28,978 |
1.8 |
73,161 |
4.6 |
1,574,106 |
NON U.S. |
15 |
43,100 |
3.0 |
140,825 |
9.9 |
72,940 |
4.6 |
19,580 |
1.2 |
|||
21 |
109,175 |
7.7 |
183,199 |
12.9 |
|
101,918 |
6.5 |
92,741 |
5.9 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
11,866 |
4.1 |
26,984 |
9.3 |
289,439 |
12,050 |
1.5 |
29,700 |
3.8 |
791,134 | |
NON U.S. |
1,700 |
0.6 |
13,200 |
4.6 |
3,400 |
0.4 |
6,500 |
0.8 |
||||
9 |
13,566 |
4.7 |
40,184 |
13.9 |
|
15,450 |
2.0 |
36,200 |
4.6 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
56,615 |
11.9 |
63,090 |
13.3 |
475,654 |
63,400 |
20.2 |
36,975 |
11.8 |
313,724 | |
NON U.S. |
16,550 |
3.5 |
16,010 |
3.4 |
9,875 |
3.1 |
6,375 |
2.0 |
||||
11 |
73,165 |
15.4 |
79,100 |
16.6 |
|
73,275 |
23.4 |
43,350 |
13.8 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,435 |
33.3 |
2,385 |
17.9 |
13,325 |
4,027 |
26.3 |
4,677 |
30.5 |
15,327 | |
NON U.S. |
520 |
3.9 |
1,715 |
12.9 |
1,220 |
8.0 |
730 |
4.8 |
||||
6 |
4,955 |
37.2 |
4,100 |
30.8 |
|
5,247 |
34.2 |
5,407 |
35.3 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
143,914 |
8.0 |
180,483 |
10.0 |
1,808,507 |
111,289 |
9.0 |
57,387 |
4.6 |
1,236,030 | |
NON U.S. |
54,389 |
3.0 |
102,987 |
5.7 |
70,117 |
5.7 |
54,703 |
4.4 |
||||
23 |
198,303 |
11.0 |
283,470 |
15.7 |
|
181,406 |
14.7 |
112,090 |
9.1 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
6,050 |
4.5 |
14,074 |
10.6 |
133,170 |
14,805 |
9.2 |
9,195 |
5.7 |
160,464 | |
NON U.S. |
8,626 |
6.5 |
43,245 |
32.5 |
42,231 |
26.3 |
21,935 |
13.7 |
||||
7 |
14,676 |
11.0 |
57,319 |
43.0 |
|
57,036 |
35.5 |
31,130 |
19.4 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
875 |
12.3 |
2,427 |
34.1 |
7,112 |
0 |
0.0 |
1,000 |
50.6 |
1,975 | |
NON U.S. |
200 |
2.8 |
25 |
0.4 |
0 |
0.0 |
200 |
10.1 |
||||
5 |
1,075 |
15.1 |
2,452 |
34.5 |
|
0 |
0.0 |
1,200 |
60.8 |
|||
CMX SILVER |
U.S. |
4,471 |
5.6 |
3,948 |
5.0 |
79,209 |
2,136 |
5.6 |
640 |
1.7 |
38,074 | |
NON U.S. |
5,658 |
7.1 |
7,615 |
9.6 |
2,206 |
5.8 |
3,090 |
8.1 |
||||
11 |
10,129 |
12.8 |
11,563 |
14.6 |
|
4,342 |
11.4 |
3,730 |
9.8 |
|||
CMX GOLD |
U.S. |
43,417 |
6.7 |
24,593 |
3.8 |
649,506 |
15,010 |
4.4 |
15,136 |
4.4 |
341,091 | |
NON U.S. |
23,906 |
3.7 |
34,953 |
5.4 |
15,935 |
4.7 |
22,427 |
6.6 |
||||
17 |
67,323 |
10.4 |
59,546 |
9.2 |
|
30,945 |
9.1 |
37,563 |
11.0 |
|||
CME CANADIAN DOLLAR |
U.S. |
1,472 |
2.8 |
2,240 |
4.2 |
53,150 |
6,089 |
9.0 |
1,388 |
2.1 |
67,572 | |
NON U.S. |
9,164 |
17.2 |
5,085 |
9.6 |
9,498 |
14.1 |
4,377 |
6.5 |
||||
5 |
10,636 |
20.0 |
7,325 |
13.8 |
|
15,587 |
23.1 |
5,765 |
8.5 |
|||
CME EURO FX |
U.S. |
2,423 |
1.5 |
531 |
0.3 |
163,142 |
2,753 |
1.5 |
1,293 |
0.7 |
187,090 | |
NON U.S. |
16,169 |
9.9 |
2,741 |
1.7 |
10,309 |
5.5 |
3,835 |
2.0 |
||||
6 |
18,592 |
11.4 |
3,272 |
2.0 |
|
13,062 |
7.0 |
5,128 |
2.7 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
265,466 |
1.9 |
359,423 |
2.6 |
13,927,400 |
614,833 |
2.6 |
372,746 |
1.6 |
23,327,482 |
NON U.S. |
22 |
503,549 |
3.6 |
172,844 |
1.2 |
554,593 |
2.4 |
338,857 |
1.5 |
|||
29 |
769,015 |
5.5 |
532,267 |
3.8 |
|
1,169,426 |
5.0 |
711,603 |
3.1 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
12,590 |
1.3 |
6,489 |
0.6 |
998,843 |
6,494 |
0.2 |
0 |
0.0 |
3,028,576 | |
NON U.S. |
721 |
0.1 |
1,574 |
0.2 |
4,823 |
0.2 |
15,292 |
0.5 |
||||
8 |
13,311 |
1.3 |
8,063 |
0.8 |
|
11,317 |
0.4 |
15,292 |
0.5 |
|||